On the Pricing of Multi-Asset Options under Jump-Diffusion Processes using Meshfree Moving Least-Squares Approximation
Shirzadi, Mohammad, Dehghan, Mehdi, Foroush Bastani, AliJournal:
Communications in Nonlinear Science and Numerical Simulation
DOI:
10.1016/j.cnsns.2019.105160
Date:
December, 2019
File:
PDF, 2.57 MB
2019